EUR /USD 1h ProOrder to improve
Forums › ProRealTime English forum › ProOrder support › EUR /USD 1h ProOrder to improve
- This topic has 13 replies, 5 voices, and was last updated 3 years ago by VinzentVega.
-
-
10/20/2020 at 8:47 AM #147838
Hello,
I create a code to trade EUR/USD 1h. The globals results look correct but there are certainly many things to improve it. It uses moving average and RSI in MTF.
What is interesting are that risk is short and Profit/Loss >= 1.2, every years win since 2015 (only 1 quarter real lost)
What can be improve are the enter in position (cross MM), didn’t work before 2015.
In ITF file, i double short than long, that’s why the results looks different. In screenshot, i use 2 contracts Sell and buy with 2000€ capital
I didn’t use walkforward yet.
Please tell me what do you think about it.
EUR/USD 1h MTF - MM and RSI123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109// Définition des paramètres du codeDEFPARAM CumulateOrders = false // Cumul des positions désactivéDEFPARAM Preloadbars = 6000// Empêche le système de placer de nouveaux ordres sur les jours de la semaine spécifiésdaysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0//////////////////////////////////////////////////////////////////////// Timeframe WeeklyTimeframe (weekly)LgW1 = RSI[21] > 30LgW = LgW1// Timeframe DailyTimeframe (daily)// positions LongsLg1 = RSI[21] > 40//Lg2 = RSI[21] < 57LgDly = Lg1// Positions ShortsSs1 = RSI[21] < 65Ss2 = average[20] < average[20](10)ShDly = Ss1 and Ss2// Timeframe 4 heuresTimeframe (4 hours)// Positions LongsL1 = Close > average[15]//L2 = average[20] > average[20](1)L3 = RSI[21] > 49L4 = RSI[21] < 80LgH4 = L1 and L3 and L3 and L4// Positions ShortsS1 = Close < average[30]S2 = average[30](10) > average[30]//S3 = average[20] > average[50]//S4 = average[50](5) > average[50]S5 = RSI[21] < 60S6 = RSI[21] > 40ShH4 = S1 and S2 and S1 and S1 and S5 and S6//////////////////////////////////////////////////////////////////////// Timeframe 1 heureTimeframe(default)// Conditions pour ouvrir une position acheteuseindicator1 = RSI[21](totalPrice)c1 = (indicator1 > 50)indicator2 = Average[100](close)c2 = (close > indicator2)//indicator3 = Average[25](close)//indicator4 = Average[35](close)//c3 = (indicator3 > indicator4)indicator5 = Average[10](close)c4 = (close CROSSES OVER indicator5)indicator6 = Average[35](close)c5 = (close > indicator6)IF (c1 AND c2 AND c2 AND c4 and c5 and LgH4 and LgDly and LgW) AND not daysForbiddenEntry THENBUY 5 CONTRACT AT MARKETENDIF// Conditions pour ouvrir une position en vente à découvertindicator7 = RSI[21](totalPrice)c6 = (indicator7 < 49.5)indicator8 = Average[100](close)c7 = (close < indicator8)indicator9 = Average[25](close)indicator10 = Average[35](close)c8 = (indicator9 < indicator10)indicator11 = Average[10](close)c9 = (close CROSSES UNDER indicator11)indicator12 = Average[15](close)c10 = (close < indicator12)IF (c6 AND c7 AND c8 AND c9 and c10 and ShH4 and ShDly ) AND not daysForbiddenEntry THENSELLSHORT 10 CONTRACT AT MARKETENDIF// Stops et objectifsSET STOP pLOSS 31SET TARGET pPROFIT 402 users thanked author for this post.
10/20/2020 at 12:06 PM #14788910/20/2020 at 1:45 PM #147908In 1 hour default time frame, it takes shorts. Ratio are also better in short. You can see it in detail report above.
11/15/2020 at 2:24 PM #150557Hello guys,
I share you results of this program after 4 weeks in reel account. It looks pretty good, better than back test.
1 user thanked author for this post.
11/16/2020 at 9:15 PM #150702Looks good. I have never had any joy with forex but this seems worth a try, thanks for sharing!
1 user thanked author for this post.
11/20/2020 at 3:56 PM #15106511/21/2020 at 10:12 AM #151115Hello Ayrton,
If you want buy, it’s line 87 (5 contracts) and for sellshort it’s line 104 (10 contracts). I choose sell more than buy because statistics are better by this way.
Have fun
03/15/2021 at 4:51 PM #164232Here are news after 5 months in real account.
Not so bad for a simple code
03/15/2021 at 4:53 PM #164235I certainly will developp different codes for Short and Long.
I think it should give better result. I will share you results
1 user thanked author for this post.
03/16/2021 at 10:26 AM #164312Fast try with short only.
03/16/2021 at 3:31 PM #164346I mean specific code for short and long.
I find it a little bit better. 1 contract long and 2 contracts in shorts for the presents tests.
Results are quite good since 2018. Not so good before. It means it needs upgrade parameters every 6 months or year.
1 user thanked author for this post.
03/16/2021 at 4:39 PM #164361It looks good. Can you share the itf file?
03/16/2021 at 5:02 PM #164364Of course
Enjoy,
I wait your comments 🙂
03/16/2021 at 7:17 PM #164379Thx. I´ll check it tomorrow.
-
AuthorPosts
Find exclusive trading pro-tools on